Interactions
straddle bands / level confluence
range
days
levels
·
od
·
preds
Close containment (0DTE open-centered band)
0DTE band width = 2×(ATM straddle mid @ 09:32). Band center = official 09:30 open.
Close containment (1DTE band)
1DTE band comes from the daily snapshot (same production logic used on levels page).
First touch time (0DTE) — conditional on touch
Hour buckets are conditional on a touch occurring (NO_TOUCH excluded). Any=earliest of top/bot.
Breach timing (0DTE) — close outcome buckets
First breach time for threshold ≥10/20/30 points outside the band. Outcome buckets: INSIDE / WITHIN20 / WITHIN30 / BEYOND30.
After first touch — reclaim depth (0DTE)
Side
TOP
BOT
Touch time
RTH<10:00
10-11
11-12
12-13
13-14
14-15
15+
Reclaim depth = max points back inside the band after first touch, using 1m CLOSE. Windows: 15m / 30m / 60m / remainder of day (EOD).
Raw files